Jurnal Ilmiah Matematika dan Pendidikan Matematika (JMP)
Vol 12 No 1 (2020): Jurnal Ilmiah Matematika dan Pendidikan Matematika

PERHITUNGAN HARGA OPSI EROPA MENGGUNAKAN MODEL BINOMIAL MULTIPERIODA (STUDI KASUS SAHAM TELKOM.JK)

noor Sofiyati (Universitas Nahdlatul Ulama Purwokerto)

Article Info

Publish Date
18 Aug 2020

Abstract

Binomial Model is one of method to determine the option price. In this model, assumed that the stock price only move up or down in the each steps. In this journal will be reviewed the risk neutral world assumption and real world to determine option price and knowing how to calculate option payoff for european option from stock price use Binomial Multiperoid Model with different strike price.

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Journal Info
Jurnal Ilmiah Matematika dan Pendidikan Matematika (JMP)
Website

Abbrev

jmp

Publisher

Universitas Jenderal Soedirman

Subject

Mathematics

Description

JMP is a an open access journal which publishes research articles, reviews, case studies, guest edited thematic issues and short communications/letters in all areas of mathematics, applied mathematics, applied commutative algebra and algebraic geometry, mathematical biology, physics and engineering, ...